-3.5%
FSLY vs TRI
+73.8%
-77.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.3% |
| 7D | +12.5% | -7.9% | +20.4% | +15.9% |
| 30D | -18.8% | -4.5% | -14.3% | -18.1% |
| 3M | +22.7% | +22.1% | +0.6% | +8.9% |
| 6M | -3.7% | -2.8% | -0.9% | -6.7% |
| YTD | +127.5% | -23.4% | +150.9% | +152.9% |
| 1Y | +193.5% | -41.5% | +235.1% | +291.0% |
| 3Y | -1.3% | -19.2% | +17.9% | -9.7% |
| 5Y | -47.3% | -9.4% | -37.9% | -57.9% |
| All | -3.5% | +73.8% | -77.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling